Energy Select Sector SPDR Fund (XLE): Historical Returns

Data Source: from January 1985 to April 2024 (~39 years)
Consolidated Returns as of 30 April 2024
Live Update: May 24 2024
Category: Stocks
Energy Select Sector SPDR Fund (XLE) ETF
Currency: USD
ETF • LIVE PERFORMANCE (USD currency)
0.14%
1 Day
May 24 2024
2.30%
Current Month
May 2024

In the last 30 Years, the Energy Select Sector SPDR Fund (XLE) ETF obtained a 8.36% compound annual return, with a 24.45% standard deviation.

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The ETF is related to the following investment themes:

  • Asset Class: Equity
  • Size: Large Cap
  • Style: Blend
  • Region: North America
  • Country: U.S.
  • Sector: Energy
  • Industry: Oil & Gas Exploration & Production

The Energy Select Sector SPDR Fund (XLE) ETF is part of the following Lazy Portfolios:

Portfolio Name Author XLE Weight Currency
Six Ways from Sunday Scott Burns 16.66% USD
Seven Value Scott Burns 14.25% USD
Perfect Portfolio Ben Stein 4.00% USD

Investment Returns as of Apr 30, 2024

The Energy Select Sector SPDR Fund (XLE) ETF guaranteed the following returns.

Returns are calculated in USD, assuming:
  • no fees or capital gain taxes.
  • the reinvestment of dividends.
  • the actual US Inflation rates.
ENERGY SELECT SECTOR SPDR FUND (XLE) ETF
Consolidated returns as of 30 April 2024
Live Update: May 24 2024
Swipe left to see all data
  Chg (%) Return (%) Return (%) as of Apr 30, 2024
  1 Day Time ET(*) May 2024 1M 6M 1Y 5Y 10Y 30Y MAX
(~39Y)
Energy Select Sector SPDR Fund (XLE) ETF 0.14 -2.30 -0.94 11.72 13.63 12.79 4.01 8.36 9.57
US Inflation Adjusted return -1.25 9.69 9.94 8.26 1.13 5.66 6.58
Returns over 1 year are annualized | Available data source: since Jan 1985
(*) Eastern Time (ET - America/New York)
US Inflation is updated to Apr 2024. Current inflation (annualized) is 1Y: 3.36% , 5Y: 4.18% , 10Y: 2.85% , 30Y: 2.55%

In 2023, the Energy Select Sector SPDR Fund (XLE) ETF granted a 3.45% dividend yield. If you are interested in getting periodic income, please refer to the Energy Select Sector SPDR Fund (XLE) ETF: Dividend Yield page.

Capital Growth as of Apr 30, 2024

An investment of 1$, since May 1994, now would be worth 11.11$, with a total return of 1010.95% (8.36% annualized).

The Inflation Adjusted Capital now would be 5.22$, with a net total return of 422.12% (5.66% annualized).
An investment of 1$, since January 1985, now would be worth 36.40$, with a total return of 3540.02% (9.57% annualized).

The Inflation Adjusted Capital now would be 12.26$, with a net total return of 1126.10% (6.58% annualized).

Investment Metrics as of Apr 30, 2024

Metrics of Energy Select Sector SPDR Fund (XLE) ETF, updated as of 30 April 2024.

Metrics are calculated based on monthly returns, assuming:
  • no fees or capital gain taxes.
  • the reinvestment of dividends.
  • the actual US Inflation rates.
ENERGY SELECT SECTOR SPDR FUND (XLE) ETF
Advanced Metrics
Data Source: 1 January 1985 - 30 April 2024 (~39 years)
Swipe left to see all data
Metrics as of Apr 30, 2024
1M 3M 6M 1Y 3Y 5Y 10Y 20Y 30Y MAX
(~39Y)
Investment Return (%) -0.94 13.02 11.72 13.63 28.76 12.79 4.01 8.84 8.36 9.57
Infl. Adjusted Return (%) details -1.25 11.75 9.69 9.94 22.05 8.26 1.13 6.08 5.66 6.58
US Inflation (%) 0.31 1.14 1.85 3.36 5.50 4.18 2.85 2.60 2.55 2.81
Returns / Inflation rates over 1 year are annualized.
DRAWDOWN
Inflation Adjusted:
Inflation Adjusted:
1Y 3Y 5Y 10Y 20Y 30Y MAX
Deepest Drawdown Depth (%) -10.03 -17.12 -52.33 -63.91 -63.91 -63.91 -63.91
Start to Recovery (# months) details 3 5 30 93 93 93 93
Start (yyyy mm) 2023 05 2022 06 2019 05 2014 07 2014 07 2014 07 2014 07
Start to Bottom (# months) 1 1 11 69 69 69 69
Bottom (yyyy mm) 2023 05 2022 06 2020 03 2020 03 2020 03 2020 03 2020 03
Bottom to End (# months) 2 4 19 24 24 24 24
End (yyyy mm) 2023 07 2022 10 2021 10 2022 03 2022 03 2022 03 2022 03
Longest Drawdown Depth (%) -6.84 -14.24
same as
deepest

same as
deepest

same as
deepest

same as
deepest

same as
deepest
Start to Recovery (# months) details 6 9
Start (yyyy mm) 2023 10 2022 12 2019 05 2014 07 2014 07 2014 07 2014 07
Start to Bottom (# months) 4 6 11 69 69 69 69
Bottom (yyyy mm) 2024 01 2023 05 2020 03 2020 03 2020 03 2020 03 2020 03
Bottom to End (# months) 2 3 19 24 24 24 24
End (yyyy mm) 2024 03 2023 08 2021 10 2022 03 2022 03 2022 03 2022 03
Longest negative period (# months) details 6 15 32 96 188 188 188
Period Start (yyyy mm) 2023 08 2022 11 2019 05 2014 07 2005 03 2005 03 2005 03
Period End (yyyy mm) 2024 01 2024 01 2021 12 2022 06 2020 10 2020 10 2020 10
Annualized Return (%) -5.99 -2.36 -0.18 -0.13 -0.17 -0.17 -0.17
Deepest Drawdown Depth (%) -10.13 -18.14 -52.87 -66.84 -66.84 -66.84 -66.84
Start to Recovery (# months) details 3 5 33 100 100 100 100
Start (yyyy mm) 2023 05 2022 06 2019 05 2014 07 2014 07 2014 07 2014 07
Start to Bottom (# months) 1 1 11 69 69 69 69
Bottom (yyyy mm) 2023 05 2022 06 2020 03 2020 03 2020 03 2020 03 2020 03
Bottom to End (# months) 2 4 22 31 31 31 31
End (yyyy mm) 2023 07 2022 10 2022 01 2022 10 2022 10 2022 10 2022 10
Longest Drawdown Depth (%) -7.56 -15.57
same as
deepest

same as
deepest

same as
deepest

same as
deepest

same as
deepest
Start to Recovery (# months) details 6 16
Start (yyyy mm) 2023 10 2022 12 2019 05 2014 07 2014 07 2014 07 2014 07
Start to Bottom (# months) 4 6 11 69 69 69 69
Bottom (yyyy mm) 2024 01 2023 05 2020 03 2020 03 2020 03 2020 03 2020 03
Bottom to End (# months) 2 10 22 31 31 31 31
End (yyyy mm) 2024 03 2024 03 2022 01 2022 10 2022 10 2022 10 2022 10
Longest negative period (# months) details 9 21 32 116 196 279 279
Period Start (yyyy mm) 2023 05 2022 06 2019 05 2014 06 2004 07 1997 08 1997 08
Period End (yyyy mm) 2024 01 2024 02 2021 12 2024 01 2020 10 2020 10 2020 10
Annualized Return (%) -2.16 -0.57 -3.70 -0.14 -0.05 -0.01 -0.01
RISK INDICATORS
1Y 3Y 5Y 10Y 20Y 30Y MAX
Standard Deviation (%) 18.85 28.47 37.16 29.80 26.38 24.45 23.00
Sharpe Ratio 0.44 0.92 0.29 0.09 0.28 0.25 0.24
Sortino Ratio 0.61 1.35 0.42 0.14 0.40 0.35 0.34
Ulcer Index 4.74 6.28 19.48 27.92 24.38 21.86 19.54
Ratio: Return / Standard Deviation 0.72 1.01 0.34 0.13 0.34 0.34 0.42
Ratio: Return / Deepest Drawdown 1.36 1.68 0.24 0.06 0.14 0.13 0.15
% Positive Months details 58% 61% 56% 50% 57% 56% 58%
Positive Months 7 22 34 61 139 205 275
Negative Months 5 14 26 59 101 155 197
LONG TERM RETURNS
Inflation Adjusted:
Inflation Adjusted:
1Y 3Y 5Y 10Y 20Y 30Y MAX
Best 10 Years Return (%) - Annualized 4.01 14.11 15.31 16.76
Worst 10 Years Return (%) - Annualized -4.03 -4.03 -4.03
Best 10 Years Return (%) - Annualized 1.13 11.51 12.64 12.88
Worst 10 Years Return (%) - Annualized -5.67 -5.67 -5.67
ROLLING PERIODS
Inflation Adjusted:
Inflation Adjusted:
1Y 3Y 5Y 10Y 20Y 30Y MAX
Over the latest 30Y
Best Rolling Return (%) - Annualized 109.61 50.75 31.68 15.31 10.92 8.36
Worst Rolling Return (%) - Annualized -52.34 -21.66 -14.48 -4.03 1.85
% Positive Periods 68% 67% 79% 92% 100% 100%
SWR - Safe Withdrawal Rate (%) - 100% Success - Annualized 62.21 22.14 14.42 7.39 6.29 7.28
PWR - Perpetual Withdrawal Rate (%) - 100% Success - Annualized - - - - - 5.89
WR calculated based on initial capital | Monthly withdrawals adjusted for inflation | Credits: BestRetirementPortfolio.com
Best Rolling Return (%) - Annualized 97.34 42.57 27.66 12.64 8.33 5.66
Worst Rolling Return (%) - Annualized -53.06 -23.13 -16.00 -5.67 -0.18
% Positive Periods 65% 60% 70% 85% 98% 100%
SWR - Safe Withdrawal Rate (%) - 100% Success - Annualized 62.21 22.14 14.42 7.39 6.29 7.28
PWR - Perpetual Withdrawal Rate (%) - 100% Success - Annualized - - - - - 5.89
WR calculated based on initial capital | Monthly withdrawals adjusted for inflation | Credits: BestRetirementPortfolio.com
Over all the available data source (Jan 1985 - Apr 2024)
Best Rolling Return (%) - Annualized 109.61 50.75 31.68 16.76 13.96 10.69
Worst Rolling Return (%) - Annualized -52.34 -21.66 -14.48 -4.03 1.85 4.69
% Positive Periods 69% 75% 84% 95% 100% 100%
SWR - Safe Withdrawal Rate (%) - 100% Success - Annualized 62.21 22.14 14.42 7.39 6.29 6.38
PWR - Perpetual Withdrawal Rate (%) - 100% Success - Annualized - - - - - 3.39
WR calculated based on initial capital | Monthly withdrawals adjusted for inflation | Credits: BestRetirementPortfolio.com
Best Rolling Return (%) - Annualized 97.34 42.57 27.66 12.88 10.57 7.76
Worst Rolling Return (%) - Annualized -53.06 -23.13 -16.00 -5.67 -0.18 2.28
% Positive Periods 64% 69% 78% 90% 99% 100%
SWR - Safe Withdrawal Rate (%) - 100% Success - Annualized 62.21 22.14 14.42 7.39 6.29 6.38
PWR - Perpetual Withdrawal Rate (%) - 100% Success - Annualized - - - - - 3.39
WR calculated based on initial capital | Monthly withdrawals adjusted for inflation | Credits: BestRetirementPortfolio.com
Terms and Definitions
  • Annualized Portfolio Return: it's the annualized geometric mean return of the portfolio.
  • Deepest/Longest Drawdown: a drawdown refers to the decline in value from a relative peak value to a relative trough. The deepest (or maximum) drawdown is the maximum observed loss from a peak to a trough of a portfolio before a new peak is attained. The longest drawdown is the period observed from a peak to the subsequent peak with the greatest duration.
  • Longest negative period: it's the maximum period for which an overall negative return has been observed.
  • Standard Deviation: it's a measure of the dispersion of returns around the mean.
  • Sharpe Ratio: it's a measure of risk-adjusted performance of the portfolio. It's calculated by dividing the excess return of the portfolio over the risk-free rate by the portfolio standard deviation. The risk-free rate here considered is the 1-3 Mth T-Bill return.
  • Sortino Ratio: another measure of risk-adjusted performance of the portfolio. It's a modification of the Sharpe Ratio (same formula but the denominator is the portfolio downside standard deviation).
  • Ulcer Index: it's a measure of downside risk that quantifies the depth and duration of drawdowns in an investment portfolio.
  • Best/Worst 10Y returns: the best and the worst 10-year return over a time frame.
  • Rolling Returns: N-year returns over a time frame, calculated over all the available data source (best, worst, % of positive returns). Each rolling period, longer than the longest negative period, yielded a non-negative minimum return.
  • Safe Withdrawal Rate (SWR): it's the percentage of the initial portfolio balance that can be withdrawn at the beginning of each month with inflation adjustment, without the portfolio running out of money in any case (money amount withdrawal).
    For instance: Your initial invested capital is 100.000$; withdrawal rate (annualized) is 4%. This means that, in the first month, you will withdraw 100.000 * 4% * 1/12 = 333.33$. The second month, you’ll withdraw 333.33$ plus the inflation monthly rate. You’ll continue adjusting your withdraw monthly for inflation.
  • Perpetual Withdrawal Rate (PWR): it's the percentage of the initial portfolio balance that can be withdrawn at the beginning of each month with inflation adjustment, preserving the original invested capital, adjusted for inflation too.

Correlations as of Apr 30, 2024

Correlation measures to what degree the returns of the two assets move in relation to each other.

Correlation coefficient is a numerical value between -1 and +1. If one variable goes up by a certain amount, the correlation coefficient indicates which way the other variable moves and by how much.
Asset correlations are calculated based on monthly returns.

Monthly correlations of Energy Select Sector SPDR Fund (XLE) ETF vs the main Asset Classes, over different timeframes. Columns are sortable (click on table header to sort).

ENERGY SELECT SECTOR SPDR FUND (XLE) ETF
Monthly correlations as of 30 April 2024
Swipe left to see all data
Correlation vs XLE
Asset Class 1 Year 5 Years 10 Years 30 Years Since
Jan 1992
VTI
US Total Stock Market
0.32
0.63
0.63
0.62
0.61
SPY
US Large Cap
0.32
0.62
0.62
0.61
0.61
IJR
US Small Cap
0.39
0.72
0.70
0.62
0.62
VNQ
US REITs
0.28
0.48
0.42
0.39
0.40
QQQ
US Technology
-0.06
0.40
0.41
0.38
0.37
PFF
Preferred Stocks
0.33
0.45
0.41
0.29
0.29
EFA
EAFE Stocks
0.47
0.62
0.62
0.60
0.60
VT
World All Countries
0.40
0.64
0.65
0.64
0.64
EEM
Emerging Markets
0.45
0.51
0.51
0.56
0.55
VGK
Europe
0.47
0.62
0.61
0.59
0.60
VPL
Pacific
0.40
0.56
0.57
0.52
0.52
FLLA
Latin America
0.25
0.66
0.57
0.58
0.56
BND
US Total Bond Market
0.12
0.07
0.02
-0.01
0.02
TLT
Long Term Treasuries
0.11
-0.26
-0.27
-0.25
-0.23
BIL
US Cash
0.12
-0.18
-0.09
-0.02
-0.02
TIP
TIPS
0.20
0.18
0.18
0.12
0.14
LQD
Invest. Grade Bonds
0.17
0.25
0.23
0.16
0.17
HYG
High Yield Bonds
0.30
0.56
0.58
0.46
0.46
CWB
US Convertible Bonds
0.31
0.53
0.55
0.58
0.57
BNDX
International Bonds
0.00
0.09
0.03
0.06
0.07
EMB
Emerg. Market Bonds
0.29
0.40
0.37
0.36
0.36
GLD
Gold
0.13
-0.05
-0.03
0.10
0.10
DBC
Commodities
0.81
0.71
0.69
0.64
0.64

If you want to learn more about historical correlations, you can find out here how the main asset class are correlated to each other.

Drawdowns

A drawdown refers to the decline in value from a relative peak value to a relative trough. A maximum drawdown is the maximum observed loss from a peak to a trough of a portfolio before a new peak is attained.

ENERGY SELECT SECTOR SPDR FUND (XLE) ETF
Drawdown periods
Drawdown periods - Inflation Adjusted
Data Source: 1 May 1994 - 30 April 2024 (30 Years)
Data Source: 1 January 1985 - 30 April 2024 (~39 years)
Inflation Adjusted:
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Rolling Returns

( more details)

A rolling return is a measure of investment performance that calculates the return of an investment over a set period of time, with the starting date rolling forward. This approach can provide a more accurate representation of the investment's historical performance and helps investors to evaluate the investment's consistency over time.

ENERGY SELECT SECTOR SPDR FUND (XLE) ETF
Annualized Rolling Returns
Annualized Rolling Returns - Inflation Adjusted
Data Source: 1 May 1994 - 30 April 2024 (30 Years)
Data Source: 1 January 1985 - 30 April 2024 (~39 years)
Inflation Adjusted:

If you need a deeper detail about rolling returns, please refer to the Energy Select Sector SPDR Fund (XLE) ETF: Rolling Returns page.

Seasonality

In which months is it better to invest in Energy Select Sector SPDR Fund (XLE) ETF?

Both the Average Return and the Gain Frequency (Win %) are useful to get an idea of what happened in the past.
For further information about the seasonality, check the Asset Class Seasonality page.
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Monthly Returns

This section provides a visual/tabular representation of the performance variability in the Energy Select Sector SPDR Fund (XLE) ETF over time. It illustrates the distribution of monthly returns, showcasing the range and frequency of positive and negative returns.

ENERGY SELECT SECTOR SPDR FUND (XLE) ETF
Monthly Returns Distribution
Data Source: 1 May 1994 - 30 April 2024 (30 Years)
Data Source: 1 January 1985 - 30 April 2024 (~39 years)
205 Positive Months (57%) - 155 Negative Months (43%)
275 Positive Months (58%) - 197 Negative Months (42%)
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(Scroll down to see all data)
Investment Returns, up to December 1998, have been derived using the historical series of equivalent ETFs / Assets.
You can find additional information on extended Data Sources here.

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